TOBIT_PG contains a number of routines that either calculate semiparatemtric estimators or calculate the objective function that must be minimized in order to calculate a semiparametric estimator.
OPTMUM.PRC containes GAUSS versions of the minimizers described in "Numerical Recipes" as well as a few other ad hoc minimizers.
ESTIMA contains subroutines for calculating Powell's (1984) censored LAD estimator (est_clad) Powell's (1986) symmetrically censored least squares estimator (est_scls), and Honore and Powell's (1994) pairwise differenced estimator (est_poho). These routies also generate some output (which was useful to me for debugging purposes).
ESTIMA also contains a small program to estimate my fixed effects Tobit estimator (Honore 1992) in the case of only two time periods and absolute error loss. This program is faster (but less general) than that in pantob because it uses the linear programming structure of the minimization problem.
DEMO contains a demo program that generates data for two simple censored regression designs and prints the resulting estimates and their standard errors to a file called DEMO.OUT. DEMO also illustrates the use of the fixed effects Tobit program
All the REX-files must be copied to the directory called GXE (this is a subdirectory of your GAUSS directory).
Please note that you use these programs at your own risk; I hope to update this page regularly.
Bo Honoré
Revised 10/97.
The file cenreg.zip
contains versions of the programs above that will run under Gauss for Windows.
The differences compared to the Dos-version are